-42.8%
ETHA vs CLX
-25.9%
-16.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.2% |
| 7D | +3.5% | -5.7% | +9.2% | +3.4% |
| 30D | +35.3% | -17.0% | +52.3% | +35.0% |
| 3M | +50.9% | -9.7% | +60.5% | +50.8% |
| 6M | +22.1% | -19.8% | +42.0% | +23.7% |
| YTD | -14.6% | -9.8% | -4.7% | -13.7% |
| 1Y | -42.8% | -26.2% | -16.6% | -42.9% |
| All | -42.8% | -25.9% | -16.9% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling